Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration

Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration

Bibliographic Details
Main Author: Scott, Robert
Format: Others
Published: 1996
Online Access:http://spectrum.library.concordia.ca/3399/1/MM18439.pdf
Scott, Robert <http://spectrum.library.concordia.ca/view/creators/Scott=3ARobert=3A=3A.html> (1996) Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration. Masters thesis, Concordia University.
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spelling ndltd-LACETR-oai-collectionscanada.gc.ca-QMG.33992013-10-22T03:42:55Z Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration Scott, Robert 1996 Thesis NonPeerReviewed application/pdf http://spectrum.library.concordia.ca/3399/1/MM18439.pdf Scott, Robert <http://spectrum.library.concordia.ca/view/creators/Scott=3ARobert=3A=3A.html> (1996) Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration. Masters thesis, Concordia University. http://spectrum.library.concordia.ca/3399/
collection NDLTD
format Others
sources NDLTD
author Scott, Robert
spellingShingle Scott, Robert
Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
author_facet Scott, Robert
author_sort Scott, Robert
title Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
title_short Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
title_full Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
title_fullStr Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
title_full_unstemmed Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
title_sort hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration
publishDate 1996
url http://spectrum.library.concordia.ca/3399/1/MM18439.pdf
Scott, Robert <http://spectrum.library.concordia.ca/view/creators/Scott=3ARobert=3A=3A.html> (1996) Hedging effectiveness of mortgage backed securities using empirical and dealer estimates of duration. Masters thesis, Concordia University.
work_keys_str_mv AT scottrobert hedgingeffectivenessofmortgagebackedsecuritiesusingempiricalanddealerestimatesofduration
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